Andrea Amato is a member of the Fixed Income and Multi-Asset Class Research team. His team is responsible for the development of curves and risk factors for MSCI’s Multi-Asset Class risk models. Andrea holds a Master of Financial Engineering from the University of California at Berkeley, and a B.S. and M.Sc. in Finance from Bocconi University.
Research and Insights
Articles by Andrea Amato
What scenarios has the US equity market priced in?Blog | Mar 13, 2020 |
With the outbreak of the COVID-19 pandemic, the U.S. equity market turned sharply downward. We performed a reverse stress test considering various scenarios that potentially explain current valuations.
A smoother ride? Looking at factor-based asset allocationBlog | Sep 3, 2019 |
On the surface, holding-based asset allocation appears to produce stability. But is what you see always what you get? We investigate the pros and cons of a factor-based approach.